A new algorithm for fixed design regression and denoising
From MaRDI portal
Publication:1768095
DOI10.1007/BF02530536zbMath1057.62030OpenAlexW2051997350MaRDI QIDQ1768095
Fabienne Comte, Yves Rozenholc
Publication date: 14 March 2005
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02530536
model selectionadaptive estimationdynamical programmingpiecewise polynomialsleast-squares regressionalgorithm for denoisingcalibration study
Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of mathematical programming (90C90)
Related Items
Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model, Penalized nonparametric drift estimation for a multidimensional diffusion process, Orthogonal series estimates on strong spatial mixing data, Improved parameter estimation by noise compensation in the time-scale domain, Nonparametric estimation for stochastic volatility models, Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets, Cumulative distribution function estimation under interval censoring case 1, Histogram selection for possibly censored data, Consistent change-point detection with kernels, Combining regular and irregular histograms by penalized likelihood, Penalized nonparametric mean square estimation of the coefficients of diffusion processes, Nonparametric estimation of the stationary density and the transition density of a Markov chain, Non-parametric estimation of the diffusion coefficient from noisy data, Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection, A Kernel Multiple Change-point Algorithm via Model Selection, Non parametric estimation of the diffusion coefficients of a diffusion with jumps, Finite sample penalization in adaptive density deconvolution, High-dimensional regression with unknown variance, Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method, Illumination problems in digital images. A statistical point of view, Nonparametric adaptive estimation for integrated diffusions, Adaptive Estimation of Hazard Rate with Censored Data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Learning algorithm for nonparametric filtering
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- An optimal variable cell histogram based on the sample spacings
- Wavelet regression for random or irregular design.
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Nonparametric estimation of piecewise smooth regression functions
- Risk bounds for model selection via penalization
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Model selection for regression on a fixed design
- Adaptive estimation of mean and volatility functions in (auto-)regressive models.
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
- Model selection for regression on a random design
- How many bins should be put in a regular histogram
- Flexible Parsimonious Smoothing and Additive Modeling
- An optimal selection of regression variables
- Minimum complexity density estimation
- Automatic Bayesian Curve Fitting
- Ideal spatial adaptation by wavelet shrinkage
- Regularization of Wavelet Approximations
- Sélection d'histogrammes à l'aide d'un critère de type Akaike
- Model selection for (auto-)regression with dependent data
- De-noising by soft-thresholding
- Some Comments on C P
- Asymptotic Optimality of the $C_p$-Test for the Orthogonal Series Estimation of Regression
- Gaussian model selection